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subject:"Deutschland"
type_genre:"Article in journal"
~person:"Kim, Tae-hwan"
~person:"Lütkepohl, Helmut"
~subject:"Unit root test"
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Deutschland
Unit root test
Theorie
72
Theory
72
Time series analysis
25
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25
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25
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25
Cointegration
20
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Kim, Tae-hwan
Lütkepohl, Helmut
Taylor, Robert
29
Leybourne, Stephen James
25
Phillips, Peter C. B.
19
Chang, Tsangyao
17
Gil-Alaña, Luis A.
16
Lee, Junsoo
16
Westerlund, Joakim
16
Harvey, David I.
14
Caporale, Guglielmo Maria
11
Funke, Michael
11
Rodrigues, Paulo M. M.
11
Berthold, Norbert
10
Cavaliere, Giuseppe
10
Cook, Steven
10
Kraft, Kornelius
10
Newbold, Paul
10
MacDonald, Ronald
9
Su, Chi-Wei
9
Chang, Yoosoon
8
Narayan, Paresh Kumar
8
Bahmani-Oskooee, Mohsen
7
Dustmann, Christian
7
Hall, Stephen G.
7
Park, Joon Y.
7
Ranjbar, Omid
7
Sephton, Peter S.
7
Wagner, Joachim
7
Wagner, Martin
7
Xiao, Zhijie
7
Gierl, Heribert
6
Herwartz, Helmut
6
Lanne, Markku
6
Pesaran, M. Hashem
6
Saikkonen, Pentti
6
Schmidt, Christoph M.
6
Seitz, Helmut
6
Shin, Dong-wan
6
Sollis, Robert
6
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Oxford bulletin of economics and statistics
3
Econometric theory
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Economics letters
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Macroeconomic dynamics
1
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1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The econometrics journal
1
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ECONIS (ZBW)
16
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1
Unit root tests in the presence of multiple breaks in variance
Jeong, Soo-Bin
;
Kim, Bong Hwan
;
Kim, Tae-hwan
;
Moon, …
- In:
The Singapore economic review : journal of the Economic …
62
(
2017
)
2
,
pp. 345-361
Persistent link: https://www.econbiz.de/10011702157
Saved in:
2
Unit root and cointegration testing : guest editors' introduction
Lütkepohl, Helmut
;
Rodrigues, Paulo M. M.
- In:
Econometric theory
24
(
2008
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10003893874
Saved in:
3
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
5
,
pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
Saved in:
4
More powerpul panel data unit root tests with an application to mean reversion in real exchange rates
Smith, L. Vanessa
;
Leybourne, Stephen James
;
Kim, Tae-hwan
- In:
Journal of applied econometrics
19
(
2004
)
2
,
pp. 147-170
Persistent link: https://www.econbiz.de/10002010349
Saved in:
5
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
6
Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku
;
Lütkepohl, Helmut
;
Saikkonen, Pentti
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
1
,
pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
Saved in:
7
Unit root tests for time series with level shifts : a comparison of different proposals
Lanne, Markku
;
Lütkepohl, Helmut
- In:
Economics letters
75
(
2002
)
1
,
pp. 109-114
Persistent link: https://www.econbiz.de/10001650898
Saved in:
8
Testing for a unit root in a time series with a level shift at unknown time
Saikkonen, Pentti
;
Lütkepohl, Helmut
- In:
Econometric theory
18
(
2002
)
2
,
pp. 313-348
Persistent link: https://www.econbiz.de/10001661298
Saved in:
9
Unit root tests with a break in innovation variance
Kim, Tae-hwan
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 365-387
Persistent link: https://www.econbiz.de/10001689187
Saved in:
10
Comparison of bootstrap confidence intervals for impulse responses of German monetary systems
Benkwitz, Alexander
;
Lütkepohl, Helmut
;
Wolters, Jürgen
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001570831
Saved in:
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